J.P. Morgan - CIB Tehcnology - Credit Analytics Risk and Pricing Developer- Associate
Location: US, NY, New York
Employment type: Full-time

Company profile:
Pricing Recruiters is the leading global resource for the procurement, vetting and placement of qualified, pricing and profitability professionals worldwide.  We understand and hold appreciation for the unique needs and demands of today’s employers and job seekers who work within the pricing discipline across all levels and industries.  Through our insightful knowledge of pricing in over 5 offices in 4 key international markets we hold an active candidate database of over 4,000 candidates from senior analyst to executive leadership.  Contact one of our recruitment consultants today to learn how we can help position your pricing team for success through strategic recruitment and team buildin

Job description:
The Team The Analytics Risk &amp; Pricing team within Credit Trading Technology, performs strategic work to calculate risk and P&amp;L for Credit Trading/Exotics Hybrids business. The backbone of the system is a distributed computation engine written in C++ with Perl scenario specification language, Front end is an interactive GUI written in Java. Projects include P&amp;L attribution, stress testing, onboarding of new trade models, as well as continuing maintenance, consolidation and strategic reengineering of our core overnight risk calculation batch. Developers on this team work closely with Quantitative Research, Finance, Market Risk teams, and Trading to design solutions that drive business growth, efficiency and best-in-class compliance. The Role A technically strong, analytical and disciplined developer, with a record of delivering high quality, well-tested solutions in a mature controls environment, is needed to contribute to the Proteus effort. Ability to grasp different types of technologies, quick learner, takes consideration of architectural design in a highly interdependent systems environment. Comfortable with daily interaction with the desk – explain numbers that are looked at by traders, finance teams, and market risk analysts on the spot. 

Requirements:
Key Responsibilities Build and maintain core system components as well as specific applied tools in C++ and Perl.Approach problem-solving with a solid conceptual understanding of the design philosophy behind the systems we use.Build solutions with testability in mind: clearly define expected results as the first step of any project."Code for review:" Clearly organize code and comment where necessary, to facilitate the peer review process.Provide BAU support for issues encountered in daily processing and questions from the business about the system's outputs.QualificationsRequirements Programming experience in at least one OO language and at least one scripting language. Experience with Perl and C++ is particularly desirable.Experience with relational databases, especially Sybase, Oracle and SQLite.Numerical literacy and a good understanding of financial modeling, P&amp;L, and risk. An understanding of the credit derivatives business is a plus.A precise thought process and an ability to break a large problem into smaller parts.Experience tuning high-performance algorithms is a plus.

Benefits:
J.P. Morgan is a leader in financial services, working in collaboration across the globe to deliver the best solutions and advice to meet our clientsâ€™ needs, anywhere in the world. We operate in 100 countries, and hold leadership positions across our businesses. We have an exceptional team of employees who work hard to do the right thing for our clients and the firm, every day. This is why we are one of the most respected financial institutions in the world.J.P. Morgan is part of JPMorgan Chase &amp; Co. (NYSE: JPM), a global financial services firm.